Anic Equity¶

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Total return since start: 0.554 %¶

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Equity now: -----------------------------> 47465.52 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46067.5 Kr¶

PnL: ---------------------------------------> -821.07 Kr¶

DD now: ---------------------------------> -2.394 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-30 12:55:26.630376'

Anic Portfolio¶

Today¶

Return: -0.13 %¶

This Week¶

Return: -0.13 %¶

Total¶

Return: 55.39 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 -2.390000 3065.000000 138.000000 4.710000 2927.000000
HMS Networks 2 0.050000 780.400000 107.400000 15.960000 673.000000
Nordea Bank Abp 29 0.540000 3533.940000 79.940000 2.310000 3453.999992
HEBA B 70 -3.860000 2702.000000 66.000000 2.500000 2636.000010
SAAB B 8 0.120000 3424.000000 47.000000 1.390000 3377.000000
MedCap 2 -0.210000 466.000000 45.000000 10.690000 421.000000
Samhällsbyggnadsbo. i Norden B 20 -5.850000 384.500000 29.500000 8.310000 355.000000
Resurs Holding 22 -1.260000 602.360000 28.360000 4.940000 573.999998
AcadeMedia 12 0.750000 583.680000 26.680000 4.790000 557.000004
Swedbank A 3 0.030000 589.500000 25.500000 4.520000 564.000000
OEM International B 7 0.130000 548.100000 20.100000 3.810000 527.999997
Fastighetsbolag. Emilshus Pref 21 0.730000 579.600000 17.600000 3.130000 562.000005
Intrum 4 -0.880000 543.200000 16.200000 3.070000 527.000000
Eastnine 4 0.160000 506.400000 15.400000 3.140000 491.000000
Norva24 Group 16 -0.570000 556.800000 13.800000 2.540000 543.000000
Securitas B 6 -2.040000 576.000000 6.000000 1.050000 570.000000
Karnov Group 9 -0.990000 540.000000 4.000000 0.750000 536.000004
Corem Property Group B 59 -5.580000 579.380000 2.380000 0.410000 576.999999
Creaspac SPAC 6 -0.410000 579.000000 2.000000 0.350000 577.000002
Samhällsbyggnadsbo. i Norden D 12 -3.550000 247.920000 1.920000 0.780000 246.000000
Coor Service Management Hold. 8 -1.850000 530.800000 -1.200000 -0.230000 532.000000
Handelsbanken A 5 0.740000 544.250000 -1.750000 -0.320000 546.000000
Midsona B 63 -0.220000 566.370000 -16.630000 -2.850000 582.999984
Boozt 12 -2.080000 1635.600000 -18.400000 -1.110000 1653.999996
CTEK 13 -1.070000 504.140000 -29.860000 -5.590000 533.999999
Essity B 2 1.530000 542.600000 -31.400000 -5.470000 574.000000
International Petroleum Corp. 5 -2.000000 562.500000 -32.070000 -5.390000 594.565215
Sampo Oyj SDB 7 0.830000 3811.500000 -38.500000 -1.000000 3850.000000
Vivesto 1368 1.980000 564.980000 -48.020000 -7.830000 612.999432
Essity A 4 1.300000 1088.000000 -61.000000 -5.310000 1149.000000
Fasadgruppen Group 35 1.140000 3731.000000 -80.000000 -2.100000 3810.999990
Beijer Electronics Group 26 2.800000 2860.000000 -111.000000 -3.740000 2971.000006
OX2 18 1.560000 1467.900000 -196.100000 -11.780000 1663.999992
Axfood 13 1.650000 3524.300000 -231.700000 -6.170000 3756.000001
Ovzon 52 -1.310000 2745.600000 -616.400000 -18.330000 3361.999992
TOTAL 46067.320000 -821.250000 -2.39472% 46888.564618

Updated:¶

'2023-01-30 12:54:55.445540'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶